-10.9%
DOW vs KIM
+90.4%
-101.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -6.0% | -1.0% | -5.1% | -5.5% |
| 30D | -2.7% | -1.1% | -1.7% | -2.3% |
| 3M | -10.5% | -5.3% | -5.1% | -8.3% |
| 6M | -12.4% | +3.9% | -16.4% | -15.1% |
| YTD | +30.0% | +20.3% | +9.7% | +16.6% |
| 1Y | +27.8% | +10.4% | +17.4% | +19.8% |
| 3Y | -34.9% | +46.3% | -81.2% | -47.5% |
| 5Y | -35.9% | +37.6% | -73.5% | -47.9% |
| All | -10.9% | +90.4% | -101.3% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling